1. SWISS Score Nice Graphical Introduction:

2. SWISS Score Toy Examples (2-d): Which are “More Clustered?”

3. SWISS Score Toy Examples (2-d): Which are “More Clustered?”

4. SWISS Score Avg. Pairwise SWISS – Toy Examples

5. Hiearchical Clustering Aggregate or Split, to get Dendogram Thanks to US EPA: water.epa.gov

6. SigClust Statistical Significance of Clusters in HDLSS Data When is a cluster “really there”? Liu et al (2007), Huang et al (2014)

7. DiProPerm Hypothesis Test Suggested Approach: Find a DIrection (separating classes) PROject the data (reduces to 1 dim) PERMute (class labels, to assess significance, with recomputed direction)

8. DiProPerm Hypothesis Test Finds Significant Difference Despite Weak Visual Impression Thanks to Josh Cates

9. DiProPerm Hypothesis Test Also Compare: Developmentally Delayed No Significant Difference But Strong Visual Impression Thanks to Josh Cates

10. DiProPerm Hypothesis Test Two Examples Which Is “More Distinct”? Visually Better Separation? Thanks to Katie Hoadley

11. DiProPerm Hypothesis Test Two Examples Which Is “More Distinct”? Stronger Statistical Significance! Thanks to Katie Hoadley

12. DiProPerm Hypothesis Test Value of DiProPerm:  Visual Impression is Easily Misleading (onto HDLSS projections, e.g. Maximal Data Piling)  Really Need to Assess Significance  DiProPerm used routinely (even for variable selection)

13. Interesting Statistical Problem For HDLSS data: When clusters seem to appear E.g. found by clustering method How do we know they are really there? Question asked by Neil Hayes Define appropriate statistical significance? Can we calculate it?

14. Simple Gaussian Example Results: Random relabelling T-stat is not significant But extreme T-stat is strongly significant This comes from clustering operation Conclude sub-populations are different Now see that: Not the same as clusters really there Need a new approach to study clusters

15. Statistical Significance of Clusters Basis of SigClust Approach: What defines: A Single Cluster? A Gaussian distribution (Sarle & Kou 1993) So define SigClust test based on: 2-means cluster index (measure) as statistic Gaussian null distribution Currently compute by simulation Possible to do this analytically???

16. SigClust Statistic – 2-Means Cluster Index Measure of non-Gaussianity: 2-means Cluster Index Familiar Criterion from k-means Clustering Within Class Sum of Squared Distances to Class Means Prefer to divide (normalize) by Overall Sum of Squared Distances to Mean Puts on scale of proportions

17. SigClust Gaussian null distribut’n

19. 2 nd Key Idea: Mod Out Rotations Replace full Cov. by diagonal matrix As done in PCA eigen-analysis But then “not like data”??? OK, since k-means clustering (i.e. CI) is rotation invariant (assuming e.g. Euclidean Distance)

20. SigClust Gaussian null distribut’n 2 nd Key Idea: Mod Out Rotations Only need to estimate diagonal matrix But still have HDLSS problems? E.g. Perou 500 data: Dimension Sample Size Still need to estimate param’s

21. SigClust Gaussian null distribut’n 3 rd Key Idea: Factor Analysis Model

22. SigClust Gaussian null distribut’n 3 rd Key Idea: Factor Analysis Model Model Covariance as: Biology + Noise Where is “fairly low dimensional” is estimated from background noise

23. SigClust Gaussian null distribut’n Estimation of Background Noise :

24. SigClust Gaussian null distribut’n Estimation of Background Noise :  Reasonable model (for each gene): Expression = Signal + Noise

25. SigClust Gaussian null distribut’n Estimation of Background Noise :  Reasonable model (for each gene): Expression = Signal + Noise  “noise” is roughly Gaussian  “noise” terms essentially independent (across genes)

26. SigClust Gaussian null distribut’n Estimation of Background Noise : Model OK, since data come from light intensities at colored spots

27. SigClust Gaussian null distribut’n Estimation of Background Noise : For all expression values (as numbers) (Each Entry of dxn Data matrix)

28. SigClust Gaussian null distribut’n Estimation of Background Noise : For all expression values (as numbers) Use robust estimate of scale Median Absolute Deviation (MAD) (from the median)

29. SigClust Gaussian null distribut’n

30. Estimation of Background Noise : For all expression values (as numbers) Use robust estimate of scale Median Absolute Deviation (MAD) (from the median) Rescale to put on same scale as s. d.:

31. SigClust Estimation of Background Noise n = 533, d = 9456

32. SigClust Estimation of Background Noise Hope: Most Entries are “Pure Noise, (Gaussian)”

33. SigClust Estimation of Background Noise Hope: Most Entries are “Pure Noise, (Gaussian)” A Few (<< ¼) Are Biological Signal – Outliers

34. SigClust Estimation of Background Noise Hope: Most Entries are “Pure Noise, (Gaussian)” A Few (<< ¼) Are Biological Signal – Outliers How to Check?

35. Q-Q plots An aside: Fitting probability distributions to data

36. Q-Q plots An aside: Fitting probability distributions to data Does Gaussian distribution “fit”??? If not, why not?

37. Q-Q plots An aside: Fitting probability distributions to data Does Gaussian distribution “fit”??? If not, why not? Fit in some part of the distribution? (e.g. in the middle only?)

38. Q-Q plots Approaches to: Fitting probability distributions to data Histograms Kernel Density Estimates

39. Q-Q plots Approaches to: Fitting probability distributions to data Histograms Kernel Density Estimates Drawbacks: often not best view (for determining goodness of fit)

40. Q-Q plots Consider Testbed of 4 Toy Examples:  non-Gaussian!  non-Gaussian(?)  Gaussian  Gaussian? (Will use these names several times)

41. Q-Q plots Simple Toy Example, non-Gaussian!

42. Q-Q plots Simple Toy Example, non-Gaussian(?)

43. Q-Q plots Simple Toy Example, Gaussian

44. Q-Q plots Simple Toy Example, Gaussian?

45. Q-Q plots Notes: Bimodal  see non-Gaussian with histo Other cases: hard to see Conclude: Histogram poor at assessing Gauss’ity

46. Q-Q plots Standard approach to checking Gaussianity QQ – plots Background: Graphical Goodness of Fit Fisher (1983)

47. Q-Q plots Background: Graphical Goodness of Fit Basis: Cumulative Distribution Function (CDF)

48. Q-Q plots Background: Graphical Goodness of Fit Basis: Cumulative Distribution Function (CDF) Probability quantile notation: for "probability” and "quantile"

49. Q-Q plots Probability quantile notation: for "probability” and "quantile“ Thus is called the quantile function

50. Q-Q plots Two types of CDF: 1.Theoretical

51. Q-Q plots Two types of CDF: 1.Theoretical 2.Empirical, based on data

52. Q-Q plots Direct Visualizations: 1. Empirical CDF plot: plot vs. grid of (sorted data) values

53. Q-Q plots Direct Visualizations: 1. Empirical CDF plot: plot vs. grid of (sorted data) values 2. Quantile plot (inverse): plot vs.

54. Q-Q plots Comparison Visualizations: (compare a theoretical with an empirical) 3.P-P plot: plot vs. for a grid of values

55. Q-Q plots Comparison Visualizations: (compare a theoretical with an empirical) 3.P-P plot: plot vs. for a grid of values 4.Q-Q plot: plot vs. for a grid of values

56. Q-Q plots Illustrative graphic (toy data set):

57. Q-Q plots Illustrative graphic (toy data set):

58. Q-Q plots Illustrative graphic (toy data set):

59. Q-Q plots Illustrative graphic (toy data set):

60. Q-Q plots Empirical Quantiles (sorted data points)

61. Q-Q plots Corresponding ( matched) Theoretical Quantiles

62. Q-Q plots Illustrative graphic (toy data set): Main goal of Q-Q Plot: Display how well quantiles compare vs.

63. Q-Q plots Illustrative graphic (toy data set):

64. Q-Q plots Illustrative graphic (toy data set):

65. Q-Q plots Illustrative graphic (toy data set):

66. Q-Q plots Illustrative graphic (toy data set):

67. Q-Q plots Illustrative graphic (toy data set):

68. Q-Q plots Illustrative graphic (toy data set): Empirical Qs near Theoretical Qs when Q-Q curve is near 45 0 line (general use of Q-Q plots)

69. Alternate Terminology Q-Q Plots = ROC Curves Recall “Receiver Operator Characteristic” But Different Goals:  Q-Q Plots: Look for “Equality”  ROC curves: Look for “Differences”

70. Alternate Terminology Q-Q Plots = ROC Curves P-P Plots = “Precision-Recall” Curves Highlights Different Distributional Aspects Statistical Folklore: Q-Q Highlights Tails, So Usually More Useful

71. Q-Q plots non-Gaussian! departures from line?

72. Q-Q plots non-Gaussian! departures from line? Seems different from line? 2 modes turn into wiggles? Less strong feature Been proposed to study modality

73. Q-Q plots non-Gaussian (?) departures from line?

74. Q-Q plots non-Gaussian (?) departures from line? Seems different from line? Harder to say this time? What is signal & what is noise? Need to understand sampling variation

75. Q-Q plots Gaussian? departures from line?

76. Q-Q plots Gaussian? departures from line? Looks much like? Wiggles all random variation? But there are n = 10,000 data points… How to assess signal & noise? Need to understand sampling variation

77. Q-Q plots Need to understand sampling variation Approach: Q-Q envelope plot

78. Q-Q plots Need to understand sampling variation Approach: Q-Q envelope plot – Simulate from Theoretical Dist’n – Samples of same size

79. Q-Q plots Need to understand sampling variation Approach: Q-Q envelope plot – Simulate from Theoretical Dist’n – Samples of same size – About 100 samples gives “good visual impression”

80. Q-Q plots Need to understand sampling variation Approach: Q-Q envelope plot – Simulate from Theoretical Dist’n – Samples of same size – About 100 samples gives “good visual impression” – Overlay resulting 100 QQ-curves – To visually convey natural sampling variation

81. Q-Q plots non-Gaussian! departures from line?

82. Q-Q plots non-Gaussian! departures from line? Envelope Plot shows: Departures are significant Clear these data are not Gaussian Q-Q plot gives clear indication

83. Q-Q plots non-Gaussian (?) departures from line?

84. Q-Q plots non-Gaussian (?) departures from line? Envelope Plot shows: Departures are significant Clear these data are not Gaussian Recall not so clear from e.g. histogram Q-Q plot gives clear indication Envelope plot reflects sampling variation

85. Q-Q plots Gaussian? departures from line?

86. Q-Q plots Gaussian? departures from line? Harder to see But clearly there Conclude non-Gaussian Really needed n = 10,000 data points… (why bigger sample size was used) Envelope plot reflects sampling variation

87. Q-Q plots What were these distributions? Non-Gaussian! – 0.5 N(-1.5,0.75 2 ) + 0.5 N(1.5,0.75 2 ) Non-Gaussian (?) – 0.4 N(0,1) + 0.3 N(0,0.5 2 ) + 0.3 N(0,0.25 2 ) Gaussian Gaussian? – 0.7 N(0,1) + 0.3 N(0,0.5 2 )

88. Q-Q plots Non-Gaussian!.5 N(-1.5,0.75 2 ) + 0.5 N(1.5,0.75 2 )

89. Q-Q plots Non-Gaussian (?) 0.4 N(0,1) + 0.3 N(0,0.5 2 ) + 0.3 N(0,0.25 2 )

90. Q-Q plots Gaussian

91. Q-Q plots Gaussian? 0.7 N(0,1) + 0.3 N(0,0.5 2 )

92. Q-Q plots Variations on Q-Q Plots: For theoretical distribution:

93. Q-Q plots Variations on Q-Q Plots: For theoretical distribution: Solving for gives Where is the Standard Normal Quantile

94. Q-Q plots Variations on Q-Q Plots: Solving for gives So Q-Q plot against Standard Normal is linear With slope and intercept

95. Q-Q plots Variations on Q-Q Plots: Can replace Gaussian with other dist’ns Can compare 2 theoretical distn’s Can compare 2 empirical distn’s (i.e. 2 sample version of Q-Q Plot) ( = ROC curve)

96. SigClust Estimation of Background Noise n = 533, d = 9456

97. SigClust Estimation of Background Noise Overall distribution has strong kurtosis Shown by height of kde relative to MAD based Gaussian fit Mean and Median both ~ 0 SD ~ 1, driven by few large values MAD ~ 0.7, driven by bulk of data

98. SigClust Estimation of Background Noise Central part of distribution “seems to look Gaussian” But recall density does not provide useful diagnosis of Gaussianity Better to look at Q-Q plot

99. SigClust Estimation of Background Noise

100. Distribution clearly not Gaussian Except near the middle Q-Q curve is very linear there (closely follows 45 o line) Suggests Gaussian approx. is good there And that MAD scale estimate is good (Always a good idea to do such diagnostics)

101. SigClust Estimation of Background Noise Now Check Effect of Using SD, not MAD

102. SigClust Estimation of Background Noise Checks that estimation of matters Show sample s.d. is indeed too large As expected Variation assessed by Q-Q envelope plot Shows variation not negligible Not surprising with n ~ 5 million

103. SigClust Gaussian null distribut’n Estimation of Biological Covariance : Keep only “large” eigenvalues Defined as So for null distribution, use eigenvalues:

104. SigClust Estimation of Eigenval’s

105. All eigenvalues > ! Suggests biology is very strong here! I.e. very strong signal to noise ratio Have more structure than can analyze (with only 533 data points) Data are very far from pure noise So don’t actually use Factor Anal. Model Instead end up with estim’d eigenvalues

106. SigClust Estimation of Eigenval’s Do we need the factor model? Explore this with another data set (with fewer genes) This time: n = 315 cases d = 306 genes